+31.7%
KRE vs ULTA
+44.7%
-13.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.4% |
| 7D | -1.8% | -3.1% | +1.3% | -1.0% |
| 30D | -4.5% | +2.8% | -7.3% | -5.4% |
| 3M | +2.7% | +14.8% | -12.0% | -1.6% |
| 6M | +16.9% | -16.2% | +33.1% | +21.7% |
| YTD | +15.4% | -9.6% | +25.0% | +17.3% |
| 1Y | +16.1% | +4.8% | +11.3% | +12.4% |
| 3Y | +85.7% | +30.7% | +55.0% | +61.1% |
| All | +31.7% | +44.7% | -13.0% | +5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling